E-mini NASDAQ-100 Future December 2021

Trading Metrics calculated at close of trading on 22-Nov-2021

Day Change Summary
	Previous	Current
	19-Nov-2021	22-Nov-2021	Change	Change %	Previous Week
Open	16,503.25	16,600.25	97.00	0.6%	16,212.25
High	16,628.50	16,767.50	139.00	0.8%	16,628.50
Low	16,490.25	16,364.50	-125.75	-0.8%	16,001.75
Close	16,575.00	16,382.00	-193.00	-1.2%	16,575.00
Range	138.25	403.00	264.75	191.5%	626.75
ATR	209.91	223.70	13.79	6.6%	0.00
Volume	549,031	770,668	221,637	40.4%	2,515,517

Daily Pivots for day following 22-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	17,713.75	17,450.75	16,603.75
R3	17,310.75	17,047.75	16,492.75
R2	16,907.75	16,907.75	16,456.00
R1	16,644.75	16,644.75	16,419.00	16,574.75
PP	16,504.75	16,504.75	16,504.75	16,469.50
S1	16,241.75	16,241.75	16,345.00	16,171.75
S2	16,101.75	16,101.75	16,308.00
S3	15,698.75	15,838.75	16,271.25
S4	15,295.75	15,435.75	16,160.25

Weekly Pivots for week ending 19-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	18,282.00	18,055.25	16,919.75
R3	17,655.25	17,428.50	16,747.25
R2	17,028.50	17,028.50	16,690.00
R1	16,801.75	16,801.75	16,632.50	16,915.00
PP	16,401.75	16,401.75	16,401.75	16,458.50
S1	16,175.00	16,175.00	16,517.50	16,288.50
S2	15,775.00	15,775.00	16,460.00
S3	15,148.25	15,548.25	16,402.75
S4	14,521.50	14,921.50	16,230.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,767.50	16,142.00	625.50	3.8%	210.75	1.3%	38%	True	False	560,462
10	16,767.50	15,896.50	871.00	5.3%	225.75	1.4%	56%	True	False	536,247
20	16,767.50	15,503.00	1,264.50	7.7%	218.75	1.3%	70%	True	False	510,432
40	16,767.50	14,367.75	2,399.75	14.6%	234.75	1.4%	84%	True	False	536,684
60	16,767.50	14,367.75	2,399.75	14.6%	224.00	1.4%	84%	True	False	471,796
80	16,767.50	14,367.75	2,399.75	14.6%	208.00	1.3%	84%	True	False	354,082
100	16,767.50	14,367.75	2,399.75	14.6%	205.25	1.3%	84%	True	False	283,445
120	16,767.50	13,450.00	3,317.50	20.3%	198.25	1.2%	88%	True	False	236,260

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	52.08
Widest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	18,480.25
2.618	17,822.50
1.618	17,419.50
1.000	17,170.50
0.618	17,016.50
HIGH	16,767.50
0.618	16,613.50
0.500	16,566.00
0.382	16,518.50
LOW	16,364.50
0.618	16,115.50
1.000	15,961.50
1.618	15,712.50
2.618	15,309.50
4.250	14,651.75

Fisher Pivots for day following 22-Nov-2021
Pivot	1 day	3 day
R1	16,566.00	16,535.50
PP	16,504.75	16,484.25
S1	16,443.25	16,433.25

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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